-0.7%
ADSK vs USAR
+74.5%
-75.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -14.3% | +2.3% | -16.6% | -14.3% |
| 30D | -14.8% | -8.6% | -6.2% | -14.8% |
| 3M | -5.7% | -20.5% | +14.8% | -5.6% |
| 6M | -18.7% | +1.2% | -19.9% | -18.6% |
| YTD | -28.3% | +48.4% | -76.7% | -28.1% |
| 1Y | -35.1% | +30.6% | -65.7% | -34.5% |
| 3Y | -3.2% | +73.6% | -76.8% | -1.8% |
| All | -0.7% | +74.5% | -75.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling